On 2026-07-24, EUR/USD closed at 1.13768, down 0.31% on the day. It trades at 7.4% of its 52-week range. Its RSI(14) of 39.51 is in the 19th percentile of its history since 2003, and its 20-day return of +0.13% in the 53rd percentile. Leveraged-money positioning is net -7.1% of open interest, in the 5th percentile of its own two-year range. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1.14163 / 1.15044 / 1.16359, with price -0.35% / -1.11% / -2.23% against them. Its 52-week range is 1.13254–1.20236; it closed 5.38% below the high and 0.45% above the low. Its 20-day volatility is 0.245% daily, in the 4th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00547 (54.7 pips), 0.48% of price. It has returned -0.59% over 5 days and -3.00% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.13768 -0.306% · 20d vol 0.245% daily (4th pct, since 2003 (5843 obs))
price & change (as of 2026-07-24, prior 2026-07-23)
close 1.13768
change -0.00349 (-0.306%, -34.9 pips)
gap -0.00355 (-35.5 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-24)
range 0.00324 (32.4 pips)
close pos 28.7% of range
moving averages (as of 2026-07-24)
20d MA 1.14163 price below by -0.35%
50d MA 1.15044 price below by -1.11%
200d MA 1.16359 price below by -2.23%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-24)
20d stdev 0.245% daily ≈ 3.9% annualized (×√252) (4th pct of own history, since 2003 (5843 obs))
vs easing-2024 avg 0.57× (0.245% vs 0.430% era avg)
ATR (as of 2026-07-24)
ATR(14) 0.00547 (54.7 pips)
ATR% 0.48% (4th pct of own history, since 2003 (5849 obs))
range/ATR 59.2%
52-week range (as of 2026-07-24)
high 1.20236 (-5.38% from high)
low 1.13254 (+0.45% from low)
momentum (as of 2026-07-24)
RSI(14) 39.51 (19th pct of own history, since 2003 (5849 obs))
returns (as of 2026-07-24)
5d return -0.59%
20d return +0.13%
60d return -3.00%
volatility by rate-era
pre-crisis 1.0543% (from 2003-12-01)
ZIRP-2009 0.6640%
tightening-2015 0.4886%
ZIRP-2019 0.3870%
tightening-2022 0.5496%
easing-2024 0.4300%
positioning (as of 2026-07-21)
next COT as of 2026-07-28 (released ~that Fri, later if a holiday intervenes)
net -56,671 contracts (net short EUR)
net % OI -7.1%
net%OI range -7.8% … +6.5% (own 134w)
w/w change -2,980
rate differential (EUR–USD policy)
EUR (ECB_DFR) 2.25% (set 2026-06-17, deposit-facility floor)
next ECB 2026-09-10 (48 days)
USD (EFFR) 3.63% (as of 2026-07-23, daily effective)
next Fed 2026-07-29 (5 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.71% (as of 2026-07-23)
EU (euro-area AAA 10Y) 3.22% (as of 2026-07-23)
spread +1.49%
2Y yield spread (US–EU)
US (DGS2) 4.37% (as of 2026-07-23)
EU (euro-area AAA 2Y) 2.80% (as of 2026-07-23)
spread +1.57%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-23)
vs DXY -0.78
vs S&P 500 +0.41
vs DXY beta -0.80 (26w)